The Derivicom FinOptions API analytics library is a comprehensive suite of functions with extensive cross asset derivative coverage for developers of financial software. Built to support the demand of today's financial markets, FinOptions API gives you the ultimate in accuracy and flexibility to handle complex products and obtain critical risk information required to drive your business objectives and manage your portfolio of derivatives. FinOptions API's extensive documentation provides detailed information on each function along with intuitive examples, enabling you to quickly create advanced software solutions.

The FinOptions API financial library enables you to quickly integrate advanced derivative analytics into your custom software solutions. From the intuitive object model to the clear and concise examples, the FinOptions API gives you the power to meet and exceed user expectations, today.

Using market data from your quote vendor, FinOptions API allows you to value portfolio positions in real-time, including sensitivities such as delta, gamma, theta, vega, rho, psi and lambda or calculate implied volatility values based on the prices of exchange traded options.

The FinOptions API financial library is powered by an ultra-efficient processing engine so that regardless of dataset size, you can analyze derivatives at lightning speeds. From complex applications using real-time feeds to back office portfolio analysis or FASB compliance tools, our analytics library will deliver the performance your business requires from day one.

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